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WenboZhao authored and icexelloss committed Oct 19, 2016
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  1. +3 −0 CONTRIBUTING.md
  2. +204 −0 LICENSE
  3. +358 −0 README.md
  4. +134 −0 build.sbt
  5. BIN cla/Project_Flint_Corporate_Contributor_License_Agreement.docx
  6. BIN cla/Project_Flint_Individual_Contributor_License_Agreement.docx
  7. +36 −0 project/BuildUtil.scala
  8. +2 −0 project/assembly.sbt
  9. +1 −0 project/build.properties
  10. +8 −0 project/plugins.sbt
  11. +276 −0 scalastyle-config.xml
  12. +37 −0 src/main/scala/com/twosigma/flint/hadoop/ConfOnlyTAC.scala
  13. +38 −0 src/main/scala/com/twosigma/flint/hadoop/Extract.scala
  14. +89 −0 src/main/scala/com/twosigma/flint/hadoop/Hadoop.scala
  15. +114 −0 src/main/scala/com/twosigma/flint/hadoop/InputFormatConf.scala
  16. +44 −0 src/main/scala/com/twosigma/flint/hadoop/WriSer.scala
  17. +58 −0 src/main/scala/com/twosigma/flint/math/Kahan.scala
  18. +431 −0 src/main/scala/com/twosigma/flint/math/stats/regression/LinearRegressionModel.scala
  19. +82 −0 src/main/scala/com/twosigma/flint/math/stats/regression/OLSMultipleLinearRegression.scala
  20. +104 −0 src/main/scala/com/twosigma/flint/math/stats/regression/WeightedLabeledPoint.scala
  21. +193 −0 src/main/scala/com/twosigma/flint/rdd/Conversion.scala
  22. +48 −0 src/main/scala/com/twosigma/flint/rdd/MergeIterator.scala
  23. +63 −0 src/main/scala/com/twosigma/flint/rdd/OrderedIterator.scala
  24. +566 −0 src/main/scala/com/twosigma/flint/rdd/OrderedRDD.scala
  25. +162 −0 src/main/scala/com/twosigma/flint/rdd/OverlappedOrderedRDD.scala
  26. +26 −0 src/main/scala/com/twosigma/flint/rdd/Parsing.scala
  27. +100 −0 src/main/scala/com/twosigma/flint/rdd/PartitionsIterator.scala
  28. +43 −0 src/main/scala/com/twosigma/flint/rdd/PeekableIterator.scala
  29. +86 −0 src/main/scala/com/twosigma/flint/rdd/PythonUtils.scala
  30. +187 −0 src/main/scala/com/twosigma/flint/rdd/Range.scala
  31. +228 −0 src/main/scala/com/twosigma/flint/rdd/RangeDependency.scala
  32. +53 −0 src/main/scala/com/twosigma/flint/rdd/RangeSplit.scala
  33. +25 −0 src/main/scala/com/twosigma/flint/rdd/Window.scala
  34. +64 −0 src/main/scala/com/twosigma/flint/rdd/function/group/GroupByKeyIterator.scala
  35. +142 −0 src/main/scala/com/twosigma/flint/rdd/function/group/Intervalize.scala
  36. +105 −0 src/main/scala/com/twosigma/flint/rdd/function/join/FutureLeftJoin.scala
  37. +93 −0 src/main/scala/com/twosigma/flint/rdd/function/join/LeftJoin.scala
  38. +79 −0 src/main/scala/com/twosigma/flint/rdd/function/join/Merge.scala
  39. +127 −0 src/main/scala/com/twosigma/flint/rdd/function/join/RangeMergeJoin.scala
  40. +109 −0 src/main/scala/com/twosigma/flint/rdd/function/join/SymmetricJoin.scala
  41. +119 −0 src/main/scala/com/twosigma/flint/rdd/function/summarize/Summarizations.scala
  42. +184 −0 src/main/scala/com/twosigma/flint/rdd/function/summarize/Summarize.scala
  43. +161 −0 src/main/scala/com/twosigma/flint/rdd/function/summarize/SummarizeWindows.scala
  44. +161 −0 src/main/scala/com/twosigma/flint/rdd/function/summarize/summarizer/CorrelationSummarizer.scala
  45. +145 −0 src/main/scala/com/twosigma/flint/rdd/function/summarize/summarizer/NthCentralMomentSummarizer.scala
  46. +62 −0 src/main/scala/com/twosigma/flint/rdd/function/summarize/summarizer/NthMomentSummarizer.scala
  47. +132 −0 src/main/scala/com/twosigma/flint/rdd/function/summarize/summarizer/OLSRegressionSummarizer.scala
  48. +49 −0 src/main/scala/com/twosigma/flint/rdd/function/summarize/summarizer/QuantileSummarizer.scala
  49. +105 −0 src/main/scala/com/twosigma/flint/rdd/function/summarize/summarizer/RegressionSummarizer.scala
  50. +65 −0 src/main/scala/com/twosigma/flint/rdd/function/summarize/summarizer/Summarizer.scala
  51. +108 −0 src/main/scala/com/twosigma/flint/rdd/function/summarize/summarizer/WeightedMeanTestSummarizer.scala
  52. +115 −0 src/main/scala/com/twosigma/flint/rdd/function/summarize/summarizer/ZScoreSummarizer.scala
  53. +34 −0 ...la/com/twosigma/flint/rdd/function/summarize/summarizer/overlappable/OverlappableSummarizer.scala
  54. +47 −0 src/main/scala/com/twosigma/flint/rdd/function/summarize/summarizer/regression/LagWindow.scala
  55. +58 −0 src/main/scala/com/twosigma/flint/rdd/function/summarize/summarizer/regression/LagWindowQueue.scala
  56. +25 −0 ...ain/scala/com/twosigma/flint/rdd/function/summarize/summarizer/subtractable/CountSummarizer.scala
  57. +34 −0 ...om/twosigma/flint/rdd/function/summarize/summarizer/subtractable/LeftSubtractableSummarizer.scala
  58. +30 −0 ...main/scala/com/twosigma/flint/rdd/function/summarize/summarizer/subtractable/RowsSummarizer.scala
  59. +28 −0 src/main/scala/com/twosigma/flint/rdd/function/summarize/summarizer/subtractable/SumSummarizer.scala
  60. +73 −0 src/main/scala/com/twosigma/flint/sql/function/Rank.scala
  61. +129 −0 src/main/scala/com/twosigma/flint/sql/function/aggregate/WeightedMeanTest.scala
  62. +253 −0 src/main/scala/com/twosigma/flint/sql/row/Row.scala
  63. +197 −0 src/main/scala/com/twosigma/flint/timeseries/CSV.scala
  64. +113 −0 src/main/scala/com/twosigma/flint/timeseries/Clock.scala
  65. +164 −0 src/main/scala/com/twosigma/flint/timeseries/Schema.scala
  66. +1,304 −0 src/main/scala/com/twosigma/flint/timeseries/TimeSeriesRDD.scala
  67. +61 −0 src/main/scala/com/twosigma/flint/timeseries/Window.scala
  68. +198 −0 src/main/scala/com/twosigma/flint/timeseries/summarize/Summary.scala
  69. +123 −0 src/main/scala/com/twosigma/flint/timeseries/summarize/summarizer/CorrelationSummarizer.scala
  70. +42 −0 src/main/scala/com/twosigma/flint/timeseries/summarize/summarizer/CountSummarizer.scala
  71. +33 −0 src/main/scala/com/twosigma/flint/timeseries/summarize/summarizer/MeanSummarizer.scala
  72. +47 −0 src/main/scala/com/twosigma/flint/timeseries/summarize/summarizer/NthCentralMomentSummarizer.scala
  73. +48 −0 src/main/scala/com/twosigma/flint/timeseries/summarize/summarizer/NthMomentSummarizer.scala
  74. +118 −0 src/main/scala/com/twosigma/flint/timeseries/summarize/summarizer/OLSRegressionSummarizer.scala
  75. +51 −0 src/main/scala/com/twosigma/flint/timeseries/summarize/summarizer/QuantileSummarizer.scala
  76. +47 −0 src/main/scala/com/twosigma/flint/timeseries/summarize/summarizer/RowsSummarizer.scala
  77. +45 −0 src/main/scala/com/twosigma/flint/timeseries/summarize/summarizer/SumSummarizer.scala
  78. +129 −0 src/main/scala/com/twosigma/flint/timeseries/summarize/summarizer/Summarizer.scala
  79. +60 −0 src/main/scala/com/twosigma/flint/timeseries/summarize/summarizer/WeightedMeanTestSummarizer.scala
  80. +46 −0 src/main/scala/com/twosigma/flint/timeseries/summarize/summarizer/ZScoreSummarizer.scala
  81. +29 −0 src/main/scala/com/twosigma/flint/timeseries/summarize/summarizer/package.scala
  82. +93 −0 src/main/scala/com/twosigma/flint/timeseries/time/TimeFormat.scala
  83. +37 −0 src/main/scala/org/apache/spark/sql/CatalystTypeConvertersWrapper.scala
  84. +251 −0 src/main/scala/org/apache/spark/sql/GenericInternalRowUtils.scala
  85. +100 −0 src/test/resources/stat/regression/linear_regression_data.csv
  86. +13 −0 src/test/resources/timeseries/addcolumnsforcycle/AddAdjustedPrice.results
  87. +25 −0 src/test/resources/timeseries/addcolumnsforcycle/AddTotalVolumePerKey.results
  88. +25 −0 src/test/resources/timeseries/addcolumnsforcycle/AddTotalVolumePerSeqOfKeys.results
  89. +13 −0 src/test/resources/timeseries/addcolumnsforcycle/AdjustedPrice.results
  90. +13 −0 src/test/resources/timeseries/addcolumnsforcycle/Price.csv
  91. +25 −0 src/test/resources/timeseries/addcolumnsforcycle/Volume.csv
  92. +25 −0 src/test/resources/timeseries/addcolumnsforcycle/VolumeWithIndustryGroup.csv
  93. +12 −0 src/test/resources/timeseries/csv/Price.csv
  94. +14 −0 src/test/resources/timeseries/csv/PriceWithHeader.csv
  95. +14 −0 src/test/resources/timeseries/csv/PriceWithHeaderUnsorted.csv
  96. +12 −0 src/test/resources/timeseries/csv/Volume.csv
  97. +13 −0 src/test/resources/timeseries/csv/VolumeWithHeader.csv
  98. +13 −0 src/test/resources/timeseries/futureleftjoin/JoinOnTime.results
  99. +16 −0 src/test/resources/timeseries/futureleftjoin/JoinOnTimeAndMultipleKeys.results
  100. +13 −0 src/test/resources/timeseries/futureleftjoin/Price.csv
  101. +16 −0 src/test/resources/timeseries/futureleftjoin/PriceWithIndustryGroup.csv
  102. +13 −0 src/test/resources/timeseries/futureleftjoin/Volume.csv
  103. +16 −0 src/test/resources/timeseries/futureleftjoin/VolumeWithIndustryGroup.csv
  104. +5 −0 src/test/resources/timeseries/groupbyinterval/Clock.csv
  105. +13 −0 src/test/resources/timeseries/groupbyinterval/Volume.csv
  106. +13 −0 src/test/resources/timeseries/leftjoin/JoinOnTime.results
  107. +16 −0 src/test/resources/timeseries/leftjoin/JoinOnTimeAndMultipleKeys.results
  108. +13 −0 src/test/resources/timeseries/leftjoin/JoinOnTimeWithMissingMatching.results
  109. +13 −0 src/test/resources/timeseries/leftjoin/Price.csv
  110. +16 −0 src/test/resources/timeseries/leftjoin/PriceWithIndustryGroup.csv
  111. +13 −0 src/test/resources/timeseries/leftjoin/Volume.csv
  112. +16 −0 src/test/resources/timeseries/leftjoin/VolumeWithIndustryGroup.csv
  113. +13 −0 src/test/resources/timeseries/merge/Merge.results
  114. +7 −0 src/test/resources/timeseries/merge/Price1.csv
  115. +7 −0 src/test/resources/timeseries/merge/Price2.csv
  116. +13 −0 src/test/resources/timeseries/summarize/Volume.csv
  117. +25 −0 src/test/resources/timeseries/summarize/VolumeWithIndustryGroup.csv
  118. +13 −0 src/test/resources/timeseries/summarize/summarizer/correlationsummarizer/Forecast.csv
  119. +13 −0 src/test/resources/timeseries/summarize/summarizer/correlationsummarizer/Price.csv
  120. +13 −0 src/test/resources/timeseries/summarize/summarizer/meansummarizer/Price.csv
  121. +13 −0 src/test/resources/timeseries/summarize/summarizer/nthmomentsummarizer/Price.csv
  122. +101 −0 src/test/resources/timeseries/summarize/summarizer/olsregressionsummarizer/data.csv
  123. +13 −0 src/test/resources/timeseries/summarize/summarizer/weightedmeantestsummarizer/Forecast.csv
  124. +13 −0 src/test/resources/timeseries/summarize/summarizer/weightedmeantestsummarizer/Price.csv
  125. +13 −0 src/test/resources/timeseries/summarize/summarizer/zscoresummarizer/Price.csv
  126. +7 −0 src/test/resources/timeseries/summarizecycles/SummarizeSingleColumn.results
  127. +13 −0 src/test/resources/timeseries/summarizecycles/SummarizeSingleColumnPerKey.results
  128. +16 −0 src/test/resources/timeseries/summarizecycles/SummarizeSingleColumnPerSeqOfKeys.results
  129. +13 −0 src/test/resources/timeseries/summarizecycles/Volume.csv
  130. +25 −0 src/test/resources/timeseries/summarizecycles/Volume2.csv
  131. +25 −0 src/test/resources/timeseries/summarizecycles/VolumeWithIndustryGroup.csv
  132. +5 −0 src/test/resources/timeseries/summarizeintervals/Clock.csv
  133. +4 −0 src/test/resources/timeseries/summarizeintervals/SummarizeSingleColumn.results
  134. +7 −0 src/test/resources/timeseries/summarizeintervals/SummarizeSingleColumnPerKey.results
  135. +10 −0 src/test/resources/timeseries/summarizeintervals/SummarizeSingleColumnPerSeqOfKeys.results
  136. +13 −0 src/test/resources/timeseries/summarizeintervals/Volume.csv
  137. +25 −0 src/test/resources/timeseries/summarizeintervals/VolumeWithIndustryGroup.csv
  138. +13 −0 src/test/resources/timeseries/summarizewindows/SummarizeSingleColumn.results
  139. +13 −0 src/test/resources/timeseries/summarizewindows/SummarizeSingleColumnPerKey.results
  140. +25 −0 src/test/resources/timeseries/summarizewindows/SummarizeSingleColumnPerSeqOfKeys.results
  141. +13 −0 src/test/resources/timeseries/summarizewindows/Volume.csv
  142. +25 −0 src/test/resources/timeseries/summarizewindows/VolumeWithIndustryGroup.csv
  143. +54 −0 src/test/scala/com/twosigma/flint/LocalSparkContext.scala
  144. +75 −0 src/test/scala/com/twosigma/flint/SharedSparkContext.scala
  145. +50 −0 src/test/scala/com/twosigma/flint/SpecUtils.scala
  146. +287 −0 src/test/scala/com/twosigma/flint/math/stats/regression/LinearRegressionModelSpec.scala
  147. +27 −0 src/test/scala/com/twosigma/flint/math/stats/regression/WeightedLabeledPointSpec.scala
  148. +65 −0 src/test/scala/com/twosigma/flint/rdd/ConversionSpec.scala
  149. +45 −0 src/test/scala/com/twosigma/flint/rdd/OrderedIteratorSpec.scala
  150. +392 −0 src/test/scala/com/twosigma/flint/rdd/OrderedRDDSpec.scala
  151. +65 −0 src/test/scala/com/twosigma/flint/rdd/OverlappedOrderedRDDSpec.scala
  152. +211 −0 src/test/scala/com/twosigma/flint/rdd/RangeDependencySpec.scala
  153. +112 −0 src/test/scala/com/twosigma/flint/rdd/RangeMergeJoinSpec.scala
  154. +201 −0 src/test/scala/com/twosigma/flint/rdd/RangeSpec.scala
  155. +47 −0 src/test/scala/com/twosigma/flint/rdd/RangeSplitSpec.scala
  156. +101 −0 src/test/scala/com/twosigma/flint/rdd/function/GroupByKeySpec.scala
  157. +100 −0 src/test/scala/com/twosigma/flint/rdd/function/IntervalizeSpec.scala
  158. +183 −0 src/test/scala/com/twosigma/flint/rdd/function/join/LeftJoinSpec.scala
  159. +139 −0 src/test/scala/com/twosigma/flint/rdd/function/summarize/SummarizationsSpec.scala
  160. +87 −0 src/test/scala/com/twosigma/flint/rdd/function/summarize/SummarizeSpec.scala
  161. +50 −0 src/test/scala/com/twosigma/flint/rdd/function/summarize/summarizer/RegressionSummarizerSpec.scala
  162. +95 −0 src/test/scala/com/twosigma/flint/rdd/function/summarize/summarizer/regression/LagWindowSpec.scala
  163. +50 −0 src/test/scala/com/twosigma/flint/sql/function/RankSpec.scala
  164. +106 −0 src/test/scala/com/twosigma/flint/timeseries/AddColumnsForCycleSpec.scala
  165. +81 −0 src/test/scala/com/twosigma/flint/timeseries/CSVSpec.scala
  166. +77 −0 src/test/scala/com/twosigma/flint/timeseries/ClockSpec.scala
  167. +76 −0 src/test/scala/com/twosigma/flint/timeseries/FutureLeftJoinSpec.scala
  168. +92 −0 src/test/scala/com/twosigma/flint/timeseries/GroupByIntervalSpec.scala
  169. +79 −0 src/test/scala/com/twosigma/flint/timeseries/LeftJoinSpec.scala
  170. +48 −0 src/test/scala/com/twosigma/flint/timeseries/MergeSpec.scala
  171. +83 −0 src/test/scala/com/twosigma/flint/timeseries/SchemaSpec.scala
  172. +85 −0 src/test/scala/com/twosigma/flint/timeseries/SummarizeCyclesSpec.scala
  173. +87 −0 src/test/scala/com/twosigma/flint/timeseries/SummarizeIntervalsSpec.scala
  174. +63 −0 src/test/scala/com/twosigma/flint/timeseries/SummarizeSpec.scala
  175. +78 −0 src/test/scala/com/twosigma/flint/timeseries/SummarizeWindowsSpec.scala
  176. +36 −0 src/test/scala/com/twosigma/flint/timeseries/SummarizerSpec.scala
  177. +31 −0 src/test/scala/com/twosigma/flint/timeseries/TimeFormatSpec.scala
  178. +543 −0 src/test/scala/com/twosigma/flint/timeseries/TimeSeriesRDDSpec.scala
  179. +96 −0 src/test/scala/com/twosigma/flint/timeseries/summarize/summarizer/CorrelationSummarizerSpec.scala
  180. +50 −0 src/test/scala/com/twosigma/flint/timeseries/summarize/summarizer/MeanSummarizerSpec.scala
  181. +87 −0 src/test/scala/com/twosigma/flint/timeseries/summarize/summarizer/NthMomentSummarizerSpec.scala
  182. +91 −0 src/test/scala/com/twosigma/flint/timeseries/summarize/summarizer/OLSRegressionSummarizerSpec.scala
  183. +43 −0 src/test/scala/com/twosigma/flint/timeseries/summarize/summarizer/QuantileSummarizerSpec.scala
  184. +57 −0 ...est/scala/com/twosigma/flint/timeseries/summarize/summarizer/WeightedMeanTestSummarizerSpec.scala
  185. +64 −0 src/test/scala/com/twosigma/flint/timeseries/summarize/summarizer/ZScoreSummarizerSpec.scala
@@ -0,0 +1,3 @@
## Contributing

In order to accept your code contributions, please fill out the appropriate Contributor License Agreement in the `cla` folder and submit it to tsos@twosigma.com.
204 LICENSE
@@ -0,0 +1,204 @@

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* Copyright 2016 TWO SIGMA OPEN SOURCE, LLC
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